Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in the foreign exchange market with proportional transaction costs |
scientific article |
Statements
Optimal investment in the foreign exchange market with proportional transaction costs (English)
0 references
9 June 2011
0 references
applied mathematical finance
0 references
consumption-portfolio choice
0 references
continuous time dynamic finance
0 references
control of stochastic systems
0 references
